+66.5%
AZN vs LDOS
+51.2%
+15.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.3% |
| 7D | +1.5% | -5.8% | +7.3% | +2.1% |
| 30D | +19.0% | +11.6% | +7.4% | +17.7% |
| 3M | +17.3% | -1.0% | +18.3% | +17.4% |
| 6M | +3.6% | +5.1% | -1.5% | +2.7% |
| YTD | +4.1% | -24.0% | +28.1% | +6.5% |
| 1Y | +13.1% | -30.3% | +43.4% | +17.3% |
| 3Y | +55.8% | +37.0% | +18.8% | +41.8% |
| 5Y | +66.5% | +53.4% | +13.1% | +51.2% |
| All | +66.5% | +51.2% | +15.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling